C Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : Correlation matrix

G02AAF   Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun
G02ABF   Computes the nearest correlation matrix to a real square matrix, augmented G02AAF to incorporate weights and bounds
G02AEF   Computes the nearest correlation matrix with k-factor structure to a real square matrix
G02AJF   Computes the nearest correlation matrix to a real square matrix, using element-wise weighting

C Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2013